Merge objects in softbody simulation
You have joined cubes into one object, but in Edit mode vertices are not merged.
Hower with a cursor above a vertex and hit L (Select Linked) ...

your mesh is selected partly - means vertices are not connected. This is the reason why it falls as separated.



it should behave like this ... I used Remesh modifier &gt; Blocks to quickly generate merged cubes at similar density like yours ...



BTW - Your topology is too uneven and dense.
Wire density has essential impact on simulation result.

With the same Softbody setup, but low poly resolution ...

Here after Limited Disolve X operator ...


Note: You have to Apply Remesh modifier before simulation, because Softbody sim is calculated first and Remesh after - so it wouldn't be taken into a count in simulation.